[1]金艳,洪义成,孙婷婷,等.一类联合两全保险模型的准备金计算方法[J].延边大学学报(自然科学版),2016,42(04):281-288.
　JIN Yan,HONG Yicheng,SUN Tingting,et al.The calculation method of reserves for a kind of Combined insurance model[J].Journal of Yanbian University,2016,42(04):281-288.
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一类联合两全保险模型的准备金计算方法

《延边大学学报(自然科学版)》[ISSN:1004-4353/CN:22-1191/N] 卷: 第42卷 期数: 2016年04期 页码: 281-288 栏目: 基础科学研究 出版日期: 2016-07-30
Title:
The calculation method of reserves for a kind of Combined insurance model
作者:
金艳1;  洪义成2;  孙婷婷2;  姜今锡2*
1.延边大学附属医院(延边医院), 吉林 延吉 133000; 2.延边大学理学院 数学系, 吉林 延吉 133002
Author(s):
JIN Yan1;  HONG Yicheng2;  SUN Tingting2;  JIANG Jinxi2*
1.Affiliated Hospital of Yanbian University(Yanbian Hospital), Yanji 133000, China; 2.Department of Mathematics, College of Science, Yanbian University, Yanji 133002, China
关键词:
随机利率;  准备金;  利率风险;  家庭型联合保险
Keywords:
stochastic interest rate;  reserve;  rick of interest rate;  home-based combined insurance
分类号:
O211.9
文献标志码:
A
摘要:
在文献[11]研究的基础上,研究了一个随机利率下由终身寿险、养老保险和储蓄还本组成的可调整保险金额的家庭型联合保险双随机模型,讨论了此类模型的净准备金的计算方法,并基于实证分析探讨了此类保险的风险评估问题.本文结果对随机利率下研究责任准备金计算问题具有一定的参考价值.
Abstract:
In this paper, we studied a class of adjustable insurance amount home-based combined insurance double stochastic model by whole life insurance, pension insurance and savings payback part under stochastic interest rate function. And on this basis, we discussed the method of calculating net reserves of such models, and we given the appropriate formula. At the same time, we verified the validity of this method based on empirical analysis. These research will have some reference for further discussing problems of reserve calculation under stochastic interest rate.

参考文献/References:

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[3] Gary Parker. Moments of the present value of the future of a portfolio of policies[J]. Scandinavia Actuarial Journal, 1994,1:53-67.
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[8] 王丽燕,冯恩民.一种家庭联合保险的双随机模型[J].工程数学学报,2003,20(8):69-72.
[9] 王丽燕,郝亚丽,张海娇,等.随机利率下增额两全保险[J].大连理工大学学报,2010,50(5):827-830.
[10] 柳扬,洪宇,王丽燕.一个随机利率下的夫妻综合保险模型[J].辽宁师范大学学报(自然科学版),2014,37(4):461-468.
[11] 刘文斌,金艳,姜今锡.一个随机利率下的家庭型联合保险随机模型[J].延边大学学报(自然科学版),2015,41(4):285-291.
[12] 杨静平.寿险精算模型[M].北京:北京大学出版社,2002.

相似文献/References:

[1]刘文斌,金艳,姜今锡.一个随机利率下的家庭型联合保险随机模型[J].延边大学学报(自然科学版),2015,41(04):285.
　LIU Wenbin,JIN Yan,JIANG Jinxi.A home-based combined insurance stochastic model under random interest rates[J].Journal of Yanbian University,2015,41(04):285.

备注/Memo

收稿日期: 2016-11-09
*通信作者: 姜今锡(1959—),男,理学博士,教授,研究方向为应用概率统计、运筹学.

更新日期/Last Update: 2016-12-20